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ACF (d0,D0,Lambda:-2)

*The author of this computation has been verified*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Fri, 05 Dec 2008 06:30:00 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/05/t12284838510p6wx3a2xdhx2s8.htm/, Retrieved Fri, 05 Dec 2008 13:30:54 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/05/t12284838510p6wx3a2xdhx2s8.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
Feedback Forum:
2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply] 
test

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1515 1510 1225 1577 1417 1224 1693 1633 1639 1914 1586 1552 2081 1500 1437 1470 1849 1387 1592 1589 1798 1935 1887 2027 2080 1556 1682 1785 1869 1781 2082 2570 1862 1936 1504 1765 1607 1577 1493 1615 1700 1335 1523 1623 1540 1637 1524 1419 1821 1593 1357 1263 1750 1405 1393 1639 1679 1551 1744 1429 1784
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2668112.08390.020685
20.2281351.78180.039881
30.3656182.85560.002932
40.1914411.49520.070009
50.0239530.18710.42611
60.055730.43530.332454
7-0.043015-0.3360.369028
80.1110940.86770.194486
90.1681541.31330.096996
100.0326110.25470.399907
11-0.049772-0.38870.349413
120.1971051.53940.064434
130.063670.49730.310391
14-0.128502-1.00360.159759
150.0163580.12780.449381
16-0.12379-0.96680.168724
17-0.106854-0.83460.203612
18-0.232335-1.81460.037252
19-0.230985-1.8040.038081
20-0.214613-1.67620.049411
21-0.134273-1.04870.149225
22-0.207358-1.61950.055247
23-0.16059-1.25420.107269
24-0.073114-0.5710.285034
25-0.120482-0.9410.175211
26-0.249514-1.94880.027963
27-0.170743-1.33350.093655
28-0.19106-1.49220.070397
29-0.214519-1.67540.049483
30-0.173392-1.35420.090329
31-0.162868-1.2720.104094
32-0.015139-0.11820.453133
33-0.004663-0.03640.485534
340.0255890.19990.421128
35-0.102157-0.79790.214021
360.2003791.5650.061377
370.0911490.71190.239622
38-0.064827-0.50630.30723
390.0640420.50020.309372
400.0922750.72070.236925
41-0.045294-0.35380.362371
420.0238020.18590.426569
43-0.047613-0.37190.355638
44-0.00163-0.01270.494942
450.0638110.49840.310004
460.1110960.86770.194483
47-0.017762-0.13870.445061
480.1104720.86280.19581
490.1896681.48140.07183
500.0016060.01250.495015
510.0552230.43130.333884
520.0643860.50290.308432
53-0.016384-0.1280.449299
540.0295270.23060.409192
55-0.009445-0.07380.47072
56-0.036218-0.28290.389116
570.0372770.29110.385965
58-0.028217-0.22040.413154
590.0013360.01040.495854
60-0.005191-0.04050.483895


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2668112.08390.020685
20.1689761.31970.095926
30.2991822.33670.011378
40.0311820.24350.404201
5-0.14468-1.130.131453
6-0.077132-0.60240.274565
7-0.115216-0.89990.185866
80.2136491.66870.050156
90.2357221.84110.035239
100.0051460.04020.484037
11-0.265197-2.07130.021286
120.0395780.30910.379143
130.0516060.40310.344157
14-0.071131-0.55550.290276
150.0448370.35020.363702
16-0.223255-1.74370.043127
17-0.056633-0.44230.329911
18-0.264495-2.06580.021553
190.0108730.08490.466302
20-0.000542-0.00420.498318
210.0247680.19340.423627
22-0.067006-0.52330.30132
23-0.061585-0.4810.316121
240.0171520.1340.446937
25-0.13561-1.05910.146855
26-0.110216-0.86080.196357
27-0.099177-0.77460.220786
280.0332090.25940.398111
29-0.02373-0.18530.426791
300.0202830.15840.437328
31-0.004976-0.03890.484563
320.0613560.47920.316754
330.0380.29680.383819
340.0644260.50320.308324
35-0.181066-1.41420.081198
360.1849841.44480.07682
370.0377360.29470.384601
38-0.077952-0.60880.27245
39-0.012268-0.09580.461991
40-0.095053-0.74240.23035
41-0.058056-0.45340.325923
42-0.070058-0.54720.293128
430.0096240.07520.470163
44-0.100108-0.78190.218659
45-0.118408-0.92480.179358
460.0220520.17220.431912
47-0.053948-0.42130.337493
48-0.008383-0.06550.474006
49-0.066175-0.51680.303567
500.0551650.43080.334048
51-0.037544-0.29320.385171
520.0185960.14520.442501
53-0.083195-0.64980.259139
540.0193970.15150.440043
55-0.030453-0.23780.406398
560.0047260.03690.485337
570.0326080.25470.399914
58-0.110248-0.86110.196286
590.0562980.43970.330855
60-0.039991-0.31230.377924
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284838510p6wx3a2xdhx2s8/1gxq61228483798.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284838510p6wx3a2xdhx2s8/1gxq61228483798.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284838510p6wx3a2xdhx2s8/2bxys1228483798.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284838510p6wx3a2xdhx2s8/2bxys1228483798.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
 




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